On Tue, 22 Dec 2009, Riccardo (Jack) Lucchetti wrote:
On Tue, 22 Dec 2009, Berend Hasselman wrote:
> On 22-12-2009, at 15:50, Sven Schreiber wrote:
>> yet another useless benchmarking exercise: ...
Not useless at all, in fact it's extremely interesting. Thanks, Sven.
I have the feeling (and valgrind+callgrind seems to give supporting
evidence) that gretl spends most of its time generating random numbers.
Yes, Jack is right on this. I have "borrowed" the code Jochen
Voss wrote for gsl to implement the ziggurat method for generating
random normal values. Here's what I'm seeing after making this
octave 2.59 0.53
gretl 0.87 0.39
ox 0.85 0.56
I've also downloaded the L'Ecuyer/Simard test suite, TestU01, and
once I've figured out how to use it I'll check that this method is
producing good values.